Objective
Capture spread opportunities while keeping inventory and drawdown risk bounded.
Market Making Strategy
Production TrackLiquidity provisioning strategy with spread, inventory, and volatility-aware controls.
Quote Generation
Quotes are generated around reference price using configurable spread and skew parameters.
Inventory state can bias quote placement to reduce one-sided exposure accumulation.
Risk Controls
Volatility and adverse-selection checks can widen spreads, reduce size, or pause quoting.
Max inventory and max drawdown thresholds trigger guard interventions.
Execution Quality
Fill quality, slippage, and quote-to-fill ratio are tracked to assess strategy health.
Execution reports should map each fill to quote context and risk state at decision time.
Production Checkpoints
- ✓Inventory remains within configured bands
- ✓Volatility triggers adjust quoting behavior
- ✓Execution quality metrics are captured
- ✓Guard interventions are explicit and auditable
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